Industry specific defaults
Year of publication: |
2018
|
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Authors: | Kwon, Tae Yeon ; Lee, Yoonjung |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 45.2018, p. 45-58
|
Subject: | Between industries default correlation | Frailty | Intensity credit risk model | MCEM | Within industry default correlation | Kreditrisiko | Credit risk | Insolvenz | Insolvency | Korrelation | Correlation | Industrie | Manufacturing industries | Theorie | Theory | Kreditwürdigkeit | Credit rating |
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